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Question about random_reset in PortfolioEnv #37

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stewartyoung opened this issue Jul 30, 2020 · 1 comment
Open

Question about random_reset in PortfolioEnv #37

stewartyoung opened this issue Jul 30, 2020 · 1 comment

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@stewartyoung
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Firstly wassname, thank you so much for sharing this excellent piece of work! It has been extremely interesting to work on, and particularly opened my eyes to universal portfolios. Secondly, I have a question about what random_reset does in PortfolioEnv? I cannot use my adapted environment from your work without raising loads of errors. I'd be very grateful if you could clarify the differences in random_reset=False and random_reset=True.

Thanks!
Stewart

@wassname
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wassname commented Aug 4, 2020

It resets to a random time otherwise it just continues to the next window

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